+500.7%
ISRG vs CMS
+125.4%
+375.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -2.5% |
| 7D | +4.8% | -1.3% | +6.1% | +5.4% |
| 30D | +9.2% | +6.3% | +2.9% | +6.6% |
| 3M | +21.2% | -2.1% | +23.2% | +22.0% |
| 6M | +0.2% | -5.1% | +5.3% | +2.1% |
| YTD | -20.1% | +1.3% | -21.3% | -21.0% |
| 1Y | -17.3% | -1.4% | -15.9% | -17.5% |
| 3Y | +63.3% | +36.9% | +26.4% | +37.5% |
| 5Y | +24.1% | +32.5% | -8.5% | +4.7% |
| All | +500.7% | +125.4% | +375.2% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling